+680.6%
GPC vs IAG
+362.6%
+318.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.4% | +2.1% |
| 7D | +0.8% | +24.0% | -23.2% | 0.0% |
| 30D | -1.1% | +5.5% | -6.6% | -1.4% |
| 3M | -6.6% | +8.3% | -14.9% | -7.1% |
| 6M | +22.2% | +6.1% | +16.1% | +21.6% |
| YTD | +5.1% | +20.3% | -15.3% | +3.7% |
| 1Y | +2.8% | +56.5% | -53.7% | +0.5% |
| 3Y | +2.4% | +762.6% | -760.2% | -7.3% |
| 5Y | +7.8% | +546.3% | -538.5% | -2.9% |
| 10Y | +87.2% | +356.1% | -268.8% | +66.4% |
| All | +680.6% | +362.6% | +318.0% | +545.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling